Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-06 0.263491 0.285873 0.309945 0.337872 0.369525 0.404456 0.446154
2025-04-13 0.226661 0.254102 0.285054 0.322865 0.368241 0.421507 0.489620
2025-04-20 0.207304 0.238558 0.275194 0.321912 0.380792 0.453799 0.553251
2025-04-27 0.191997 0.225755 0.266618 0.320666 0.391768 0.484384 0.618222
2025-05-04 0.179386 0.214829 0.258932 0.319168 0.401514 0.513752 0.685310
2025-05-11 0.169842 0.206783 0.253913 0.320218 0.414205 0.548046 0.764397
2025-05-18 0.157800 0.194523 0.242274 0.311003 0.411232 0.559060 0.809301
2025-05-25 0.146709 0.182730 0.230320 0.300154 0.404508 0.563223 0.843236
2025-06-01 0.140681 0.177283 0.226520 0.300395 0.413977 0.593145 0.925580
2025-06-08 0.137850 0.175934 0.228189 0.308545 0.436117 0.645982 1.059352
2025-06-15 0.133501 0.172170 0.226100 0.310760 0.448881 0.684537 1.174242
2025-06-22 0.128653 0.167402 0.222206 0.309793 0.456158 0.714181 1.277506
2025-06-29 0.123678 0.162328 0.217746 0.307890 0.462187 0.743387 1.389845
2025-07-06 0.116973 0.154421 0.208612 0.297820 0.453044 0.742553 1.433053
2025-07-13 0.113654 0.151303 0.206520 0.299025 0.463951 0.782449 1.586464
2025-07-20 0.110350 0.148036 0.203988 0.299259 0.473042 0.819986 1.746167
2025-07-27 0.107124 0.144725 0.201188 0.298794 0.480710 0.855658 1.913464
2025-08-03 0.104573 0.142310 0.199647 0.300343 0.492339 0.901877 2.130398
2025-08-10 0.100121 0.136803 0.192903 0.292304 0.484287 0.901947 2.201001
2025-08-17 0.095586 0.131012 0.185461 0.282601 0.472100 0.890762 2.231014
2025-08-24 0.093404 0.128786 0.183700 0.282978 0.480478 0.930370 2.457407
2025-08-31 0.092787 0.128964 0.185850 0.290566 0.504576 1.013458 2.894663
2025-09-07 0.091137 0.127436 0.185083 0.292671 0.517175 1.069389 3.259238